+57.7%
GEV vs YUM
+5.7%
+52.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.3% |
| 7D | +3.3% | -2.0% | +5.3% | +2.8% |
| 30D | -7.5% | -1.1% | -6.4% | -7.6% |
| 3M | -2.2% | +1.8% | -3.9% | -1.3% |
| 6M | +12.1% | -4.7% | +16.8% | +11.4% |
| YTD | +44.4% | +0.6% | +43.8% | +48.0% |
| 1Y | +57.7% | +6.4% | +51.3% | +67.5% |
| All | +57.7% | +5.7% | +52.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling